+46.1%
ASML vs TTWO
-18.4%
+64.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +7.1% | -10.7% | -3.4% |
| 7D | -10.0% | +7.0% | -17.0% | -9.9% |
| 30D | -19.4% | +2.7% | -22.1% | -19.3% |
| 3M | -12.5% | -13.0% | +0.6% | -12.0% |
| 6M | +8.2% | -7.2% | +15.5% | +8.1% |
| YTD | +40.7% | -18.4% | +59.1% | +46.6% |
| 1Y | +46.1% | -17.2% | +63.4% | +50.9% |
| All | +46.1% | -18.4% | +64.6% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TTWO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling